"Bayesian inference in a Stochastic Volatility Nelson-Siegel model."

Nikolaus Hautsch, Fuyu Yang (2012)

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DOI: 10.1016/J.CSDA.2010.07.003

access: closed

type: Journal Article

metadata version: 2020-02-18

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Nikolaus Hautsch, Fuyu Yang:
Bayesian inference in a Stochastic Volatility Nelson-Siegel model. Comput. Stat. Data Anal. 56(11): 3774-3792 (2012)

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